+56.2%
USB vs HUT
+156.6%
-100.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.7% |
| 7D | -1.5% | -30.8% | +29.4% | +0.4% |
| 30D | +4.3% | -50.2% | +54.5% | +8.1% |
| 3M | -6.1% | -50.5% | +44.4% | -3.0% |
| 6M | +9.4% | -42.9% | +52.3% | +10.7% |
| YTD | +15.2% | 0.0% | +15.1% | +11.3% |
| 1Y | +32.8% | -2.2% | +35.0% | +27.7% |
| 3Y | +91.3% | +289.4% | -198.1% | +58.7% |
| 5Y | +22.7% | -36.7% | +59.4% | +5.6% |
| All | +56.2% | +156.6% | -100.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling